Manager, Credit Analytics

Hilltop Holdings Inc.

(NYSE:HTH) is a Texas-based diversified financial holding company specializing in banking, mortgage origination, and financial advisory through its wholly owned subsidiaries, PlainsCapital Bank, PrimeLending, and HilltopSecurities.

Hilltop Holdings is dedicated to Integrity, Collaboration, Adaptability, Respect, and Excellence.

Our principles are the momentum that drives our actions, guides our decisions, and enables us to earn the confidence of the customers and communities we serve.

If you want to be a part of a team on the rise, Hilltop Holdings may be your next move forward..

Hilltop Holdings is currently seeking a Credit Analytics Manager.

The Credit Analytics Manager is responsible for the management of the allowance for credit loss (ACL) estimation process, including credit model selection, implementation, performance monitoring, qualitative adjustments, and accounting and regulatory documentation for in-scope portfolios, including loans held for investment, held-to-maturity and available-for-sale debt securities.

The manager may also assist with other quantitative and qualitative analyses, reporting, and research related to credit risk across the organization..

Essential Functions.

Manage and review the quantitative models and related components (including PD, LGD, EAD, etc.) used for the Current Expected Credit Loss (CECL) estimate each quarter.

Collaborate with Credit Underwriting, Loan Review, aCredit and Model Risk teams to review risk rating scorecards, perform qualitative assessments, and inform additional adjustments to the ACL not captured in the quantitative credit models.

Research economic and industry trends to inform recommendations of U.S and regional economic forecasts each quarter to senior management during Asset Liability Committee.

Develop sensitivity and scenario analysis to estimate the effects of changes in economic forecasts and other model assumptions on expected credit losses to inform decisions at ACL Working Group and Credit Committee meetings.

Perform back-testing of expected losses, loan prepayments, and utilization rates on unfunded commitments and other model on-going monitoring procedures.

Partner with the Credit Data Manager to build out, innovate, and expand risk analytics and on-going credit model data segmentation, attribution and reporting processes.

Own and maintain ACL documentation each quarter, including accounting memos, model documentation and user guides, SOX control reviews, credit presentations, and meeting minutes.

Coordinate interim reviews and annual audits with model risk management, internal/external auditors, and regulators.

Other duties and functions as needed..

Job Requirements.

BA/BS or equivalent degree in finance, accounting, mathematics, or other quantitative discipline (graduate degree, CPA, or CFA is a plus)..

6+ years’ experience in loss forecasting, risk modeling, credit risk management, or stress testing at a commercial bank or similar financial institution or public accounting firm.

Prior experience with the Current Expected Credit Loss accounting standard and credit risk vendor models, such as Moody’s Impairment Studio, CMM, RiskCalc, or MPA preferred.

Excellent written and verbal communication skills.

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